I have some option market prices and I also have a model based on 5
parameters which calculates the prices of options.
I want solver to find those 5 optimal parameters which minimizes the
differences between the observable market prices and my calculated
theoretical prices! There must be a away to set solver `s target cell"s" to
be the differences between individual options? Ahy help?
I have tried setting as target the sum of the squared differences but that
doesnt find the opimal parameters either. Thx
"Tushar Mehta" wrote:
Simultaneously minimize multiple cells? No, not really. After all, what
would you have Solver do if two cells had their minimum values at two
different combinations of 'adjustable cells?'
--
Regards,
Tushar Mehta
www.tushar-mehta.com
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In article ,
says...
Hi
I m using excel 2003 and I would like to know if it is possible to set
several target cells to the solver.
As we have several adjustable cells, is it possible to minimize up to 4
results for instance ?
Thanks